Quote Originally Posted by Impulse View Post
Macros/UI changes don't save until you log out of your character or shut down the game normally (not exactly sure which, but it's one of those). You won't lose all of your macros upon connection loss/forced shutdown, but only any changes you have made since logging in.
You can - or at least I did once in XI. All macros and settings gone after a crash and nowhere to be found. I continually backed up after that. It can happen.

You are right for the most part though - it's an uncommon thing, but it still can happen.